+84.7%
RIOT vs DXCM
-17.4%
+102.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.4% | +3.8% | +2.7% |
| 7D | +29.0% | -3.7% | +32.6% | +29.8% |
| 30D | +7.1% | -5.0% | +12.1% | +7.9% |
| 3M | -6.8% | -8.8% | +2.0% | -5.4% |
| 6M | -24.9% | +31.9% | -56.8% | -32.4% |
| YTD | +42.7% | +20.4% | +22.3% | +33.0% |
| 1Y | +4.4% | +45.7% | -41.3% | -7.0% |
| All | +84.7% | -17.4% | +102.1% | +93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded DXCM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling